+610.9%
LITE vs GTLB
-63.6%
+674.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.4% |
| 7D | +3.4% | -9.6% | +13.0% | +5.5% |
| 30D | -34.9% | -15.5% | -19.4% | -32.7% |
| 3M | -21.0% | +12.4% | -33.4% | -23.1% |
| 6M | -38.5% | +84.6% | -123.0% | -46.3% |
| YTD | +75.8% | +26.1% | +49.7% | +62.8% |
| 1Y | +156.7% | +1.7% | +155.0% | +149.3% |
| 3Y | +1,498.6% | +6.1% | +1,492.5% | +1,407.7% |
| 5Y | +610.9% | -61.1% | +672.0% | +540.6% |
| All | +610.9% | -63.6% | +674.5% | +540.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling